+26.4%
JYNT vs SPY
+359.5%
-333.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -0.1% | +0.1% | -0.2% | -0.3% |
| 3M | +1.1% | +2.0% | -0.9% | -1.3% |
| 6M | -6.5% | +13.0% | -19.5% | -18.7% |
| YTD | -4.6% | +13.5% | -18.1% | -17.4% |
| 1Y | -22.0% | +20.0% | -41.9% | -36.4% |
| 3Y | -11.7% | +77.2% | -88.9% | -53.6% |
| 5Y | -92.2% | +81.9% | -174.1% | -95.9% |
| 10Y | +197.1% | +314.1% | -116.9% | -22.8% |
| All | +26.4% | +359.5% | -333.0% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling